Central Bank Research Hub - JEL classification C63: Computational Techniques; Simulation Modeling

Title Author(s)

A Discrete Monitoring Method for Pricing Asian Interest Rate Options

Central Bank of Brazil Working Papers [View] (Paper: 409, 03.12.2015)

JEL: C63, C65, G12

The credit quality channel: modeling contagion in the interbank market

Deutsche Bundesbank Discussion Papers [View] (Paper: 38/2015, 09.11.2015)

JEL: C63, G01, G17, G21, G28

Combining Monetary Policy and Prudential Regulation: an agent-based modeling approach

Central Bank of Brazil Working Papers [View] (Paper: 394, 25.08.2015)

JEL: C63, E52, G18

Monitoring Vulnerability and Impact Diffusion in Financial Networks

Central Bank of Brazil Working Papers [View] (Paper: 392, 13.07.2015)

JEL: C63, G01, G21, G28

Network Structure Analysis of the Brazilian Interbank Market

Central Bank of Brazil Working Papers [View] (Paper: 391, 13.06.2015)

JEL: C63, D85, G01, G21, G28

Labour Force Participation and Tax-Benefit Systems: A Cross-Country Comparative Perspective

Bank of France Working Papers [View] (Paper: 536, 03.02.2015)

JEL: C63, H24, I38, P50

Adverse Selection, Risk Sharing and Business Cycles

Chicago Fed Working papers [View] (Paper: 2014-10, 06.11.2014)

JEL: C63, C68, D31, D82, E32

Straightforward approximate stochastic equilibria for nonlinear Rational Expectations models

South African Reserve Bank Working Papers [View] (Paper: 14/06, 09.10.2014)

JEL: C63, C68, E17, E37

Filling in the Blanks: Network Structure and Interbank Contagion

Cleveland Fed Working papers [View] (Paper: 1416, 02.10.2014)

JEL: C63, D85, G21, L14

Filling in the Blanks: Network Structure and Interbank Contagion

Bank for International Settlements Working papers [View] (Paper: 455, 27.08.2014)

JEL: C63, D85, G21, L14

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